+243.2%
MDT vs AMCR
+96.6%
+146.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | +0.4% | -1.8% | +2.2% | +0.9% |
| 30D | +6.0% | -6.0% | +12.0% | +7.8% |
| 3M | +15.5% | +18.9% | -3.4% | +10.1% |
| 6M | +3.4% | +5.7% | -2.3% | +1.3% |
| YTD | -2.2% | +11.1% | -13.3% | -5.8% |
| 1Y | +2.6% | +12.7% | -10.1% | -1.8% |
| 3Y | +27.5% | +9.6% | +17.9% | +21.7% |
| 5Y | -20.1% | -10.3% | -9.7% | -19.9% |
| 10Y | +39.1% | +16.5% | +22.6% | +23.5% |
| All | +243.2% | +96.6% | +146.6% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling